New program ALM & IRRBB: Optimizing the Balance Sheet, 4-6 June 2018
with Colin Lawrence
We are launching a new program this summer: ALM & IRRBB: Optimizing the Balance Sheet. New Basel standards are introduced in 2018 for measuring and managing interest rate risk on the banking book (IRRBB). One of the complexities of interest rate risk on the balance sheet is the linkage between Asset Liability Management (ALM), Liquidity (LRP, NSFR), and the IRRBB.
In this 3-day program Professor Colin Lawrence demonstrates a framework of how to integrate these synergetic areas. The key building blocks of IRRBB, including analytical modeling, will be dealt with. He will also review what the supervisory process of regulators will be and how to prepare for this examination. A variety of case studies will be used throughout the program to provide insight into how the balance sheet/off balance sheet is impacted.